{"id":60027,"date":"2018-03-09T22:47:53","date_gmt":"2018-03-09T22:47:53","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/volatility-transmission-between-international-stock-markets\/"},"modified":"2018-03-09T22:47:53","modified_gmt":"2018-03-09T22:47:53","slug":"volatility-transmission-between-international-stock-markets","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/modelos-econometricos\/volatility-transmission-between-international-stock-markets\/","title":{"rendered":"Volatility transmission between international stock markets"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Pilar Soriano Felipe <\/strong><\/h2>\n<p>Los sistemas econ\u00f3micos y financieros internacionales est\u00e1n cada vez m\u00e1s interrelacionados los unos con los otros. De hecho, una de las consecuencias m\u00e1s importantes de la globalizaci\u00f3n es el incremento en los movimientos comunes de precios burs\u00e1tiles en diferentes mercados. Esta interrelaci\u00f3n, por supuesto, tambi\u00e9n incrementa la vulnerabilidad ante shocks procedentes de otros mercados. As\u00ed, los shocks que se originan en un mercado pueden transmitirse o contagiarse a otros mercados financieros. En algunos estudios se argumenta que estas interrelaciones podr\u00edan incluso estar destruyendo los beneficios de la diversificaci\u00f3n. Esta tesis contribuye al debate sobre c\u00f3mo medir y analizar todas estas cuestiones. Por tanto, el objetivo de los cuatro cap\u00edtulos de esta tesis es profundizar en el conocimiento de las interrelaciones entre mercados burs\u00e1tiles internacionales. Para ello, en el cap\u00edtulo 1 se analizan las diferentes metodolog\u00edas econom\u00e9tricas existentes para modelizar estas din\u00e1micas. Los tres cap\u00edtulos restantes usan modelos multivariantes de volatilidad condicional y los relacionan con los conceptos de transmisi\u00f3n de volatilidad (cap\u00edtulo 2), diversificaci\u00f3n (cap\u00edtulo 3) e integraci\u00f3n (cap\u00edtulo 4).<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Volatility transmission between international stock markets<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Volatility transmission between international stock markets <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Pilar Soriano Felipe <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Universitat de val\u00e9ncia (estudi general)<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 17\/07\/2007<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>Francisco Climent Diranzo<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: vicente Meneu ferrer <\/li>\n<li> Fernandez izquierdo m. angeles (vocal)<\/li>\n<li>lieven Baele (vocal)<\/li>\n<li>Rafael Santamaria aquilue (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Pilar Soriano Felipe Los sistemas econ\u00f3micos y financieros internacionales est\u00e1n cada vez m\u00e1s interrelacionados los unos con [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center 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